PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-13 16:53:05.597578+00:00 (UTC)
In US/Central Time, this is 2024-03-13 11:53:05.597578-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897794 -0.476537 0.085318 -0.006968 0.546067 0.254942
1997-01-03 -0.886086 -0.476537 -0.156442 0.008556 0.745623 0.205797
1997-01-06 -0.882184 -0.476537 -0.065030 -0.014730 0.778496 0.269723
1997-01-07 -0.882184 -0.455704 -0.129980 -0.045779 0.838116 0.383307
1997-01-08 -0.893892 -0.455704 -0.022932 -0.084590 0.786157 0.496500
... ... ... ... ... ... ...
2024-03-06 -0.815839 -1.528618 -0.713332 1.669670 1.123642 -0.203220
2024-03-07 -0.815839 -1.497368 -0.720549 1.809390 1.132966 -0.250780
2024-03-08 -0.819741 -1.476535 -0.684465 1.871488 1.023184 -0.227792
2024-03-11 -0.819741 -1.497368 -0.626731 1.871488 0.924885 -0.175476
2024-03-12 -0.843157 -1.507785 -0.792716 1.871488 1.034909 -0.175476

7185 rows × 6 columns

../../_images/fe9cd622743388e7be5b957f8dc1846d26c7237fb1cd7ea3ee9d0f2791ff4896.png
pc1
DATE
1997-01-02   -0.579669
1997-01-03   -0.685898
1997-01-06   -0.668774
1997-01-07   -0.705174
1997-01-08   -0.674815
                ...   
2024-03-06   -1.512248
2024-03-07   -1.532349
2024-03-08   -1.511484
2024-03-11   -1.487042
2024-03-12   -1.570994
Name: PC1, Length: 7185, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/74c003a65d1270afef509d8873e96e3ee4c0dce566c27ec8f4b495a75257a48e.png
fig = px.line(pc1)
fig.show()
../../_images/1b32da8f2dbc55741680b19a84128ef1184b9914736fec978723eea470fbe63b.png